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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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Box Spread Arbitrage Profits following the 1987 Market Crash: Real or Illusory?
Hemler, Michael L.; Miller Jr, Thomas W. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10006703417